DocumentCode :
404634
Title :
A novel approach to the shifted QR algorithm for the Hermitian eigenvalue problem
Author :
Nikpour, M. ; Manton, J.H. ; Mareels, I.M.Y.
Author_Institution :
Dept. of Electr. & Electron. Eng., Melbourne Univ., Vic., Australia
Volume :
3
fYear :
2003
fDate :
9-12 Dec. 2003
Firstpage :
2364
Abstract :
We present two novel algorithms for computing the eigenvectors of an Hermitian matrix. The algorithms are based on the shifted QR algorithm. We show how viewing the shifted QR algorithm in terms of subspace iteration and Rayleigh quotient iteration (RQI) can lead to algorithms which are more naturally suited to adaptive computation of the eigenstructure of Hermitian matrices than the standard algorithm. We also show the algorithms to be theoretically similar to each other.
Keywords :
Hermitian matrices; eigenvalues and eigenfunctions; iterative methods; Hermitian eigenvalue problem; Hermitian matrix; Rayleigh quotient iteration; eigenvectors; shifted QR algorithm; subspace iteration; Artificial intelligence; Australia Council; Computational complexity; Convergence; Eigenvalues and eigenfunctions; Gold; Linear algebra; Newton method; Optimization methods; Spine;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
ISSN :
0191-2216
Print_ISBN :
0-7803-7924-1
Type :
conf
DOI :
10.1109/CDC.2003.1272972
Filename :
1272972
Link To Document :
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